I, too, live in NM, which has the highest, per-capita incidence of lightning fatalities in the US.
I attacked the lightning problem head-on. I had a full lightning-suppression system installed on the house. It includes numerous lightning rods and spikes on the roof and parapets and an extensive array of interconnected ground plates and rods buried around the periphery of the house. Everything is connected together and to the utility ground at the service panel. Also at the service panel, is a full-house, MOV-type surge suppression unit. For the dedicated line for the stereo I use a 20 amp Brick Wall, which is a series-type surge suppressor. After that comes an Equi=Tech ET2RQ which includes additional MOVs and RFI filters. When the lightning becomes so bad that the utility power is blinking with every strike, I just flip on my 20 KW, propane-fired generator. So far, I've been lucky. I've only lost one modem due to a nearby strike and it was "protected" by an APC surge protector.
I haven't notice any detrimental effects that I can attribute to the lightning protection. I can't A/B the whole-house surge-suppression because it is built in. Ditto the lightning rods. In my system, the Brick Wall is invisible and the Equi=Tech's balanced power is a big plus.